//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asset Pricing in the Dark : Th...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
466
Schätzung
462
Estimation theory
258
Schätztheorie
258
Theorie
214
Theory
214
Volatility
160
Volatilität
160
Time series analysis
139
Zeitreihenanalyse
139
Capital income
137
Kapitaleinkommen
137
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
Börsenkurs
105
Share price
104
Panel
96
Panel study
96
Regression analysis
90
Regressionsanalyse
90
Forecasting model
86
Prognoseverfahren
86
Stochastic process
64
Stochastischer Prozess
64
USA
64
United States
64
ARCH model
49
ARCH-Modell
49
Factor analysis
44
Faktorenanalyse
44
Bayes-Statistik
39
Bayesian inference
39
Statistical distribution
39
Statistische Verteilung
39
Panel data
38
Statistical test
38
Statistischer Test
38
Markov chain
32
Markov-Kette
32
CAPM
31
more ...
less ...
Online availability
All
Undetermined
345
Type of publication
All
Article
582
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
582
Aufsatz in Zeitschrift
582
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
4
Sammelwerk
4
Conference proceedings
1
Konferenzschrift
1
more ...
less ...
Language
All
English
584
Undetermined
1
Author
All
Todorov, Viktor
15
Tauchen, George Eugene
14
Bollerslev, Tim
11
Linton, Oliver
10
Andersen, Torben
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Aït-Sahalia, Yacine
7
Xiu, Dacheng
7
Francq, Christian
6
Gallant, A. Ronald
6
Ghysels, Eric
6
Koop, Gary
6
McAleer, Michael
6
Taylor, Robert
6
Timmermann, Allan
6
Zakoïan, Jean-Michel
6
Diebold, Francis X.
5
Gao, Jiti
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Meddahi, Nour
5
Mykland, Per A.
5
Shephard, Neil G.
5
Shin, Yongcheol
5
Baltagi, Badi H.
4
Bandi, Federico M.
4
Cai, Zongwu
4
Callaway, Brantly
4
Demetrescu, Matei
4
Fulop, Andras
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Koopman, Siem Jan
4
Li, Kunpeng
4
Li, Yingying
4
Park, Joon Y.
4
Patton, Andrew J.
4
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3,492
NBER working paper series
3,285
Discussion paper series / IZA
3,045
NBER Working Paper
2,848
Applied economics
2,170
Discussion paper / Centre for Economic Policy Research
1,755
CESifo working papers
1,566
IZA Discussion Papers
1,558
Applied economics letters
1,554
Finance research letters
1,394
IZA Discussion Paper
1,304
Journal of banking & finance
1,246
Working paper
1,109
Economic modelling
1,065
The journal of finance : the journal of the American Finance Association
1,057
International review of financial analysis
1,043
Economics letters
1,009
Journal of financial economics
971
International review of economics & finance : IREF
942
Applied financial economics
914
Discussion paper
862
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
799
Energy economics
769
Pacific-Basin finance journal
729
CESifo Working Paper
716
Journal of financial and quantitative analysis : JFQA
685
The review of financial studies
670
Journal of empirical finance
642
Journal of international money and finance
640
The North American journal of economics and finance : a journal of financial economics studies
619
Research in international business and finance
609
Journal of international financial markets, institutions & money
596
Discussion papers / CEPR
593
ZEW discussion papers
590
Discussion paper / Tinbergen Institute
532
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
520
CESifo Working Paper Series
516
The European journal of finance
511
Review of quantitative finance and accounting
509
more ...
less ...
Source
All
ECONIS (ZBW)
585
Showing
1
-
10
of
585
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
2
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
Saved in:
3
Volatility activity : specification and
estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
4
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Saved in:
5
Nonparametric
estimation
and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
7
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
8
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
9
Dynamics of variance risk premia : a new model for disentangling the price of risk
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10012482765
Saved in:
10
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->